+20.0%
VZ vs FRSH
-70.7%
+90.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -0.1% |
| 7D | +0.9% | -0.2% | +1.2% | +0.9% |
| 30D | +6.9% | -8.8% | +15.8% | +7.0% |
| 3M | +0.6% | +8.8% | -8.2% | +0.5% |
| 6M | +0.3% | +49.1% | -48.8% | +0.2% |
| YTD | +21.9% | +3.4% | +18.5% | +22.0% |
| 1Y | +21.7% | +8.8% | +12.8% | +21.8% |
| 3Y | +58.5% | -27.4% | +85.9% | +59.0% |
| 5Y | +22.4% | -66.4% | +88.9% | +21.2% |
| All | +20.0% | -70.7% | +90.7% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FRSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling